Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 0.23% | 18.02 CHF | 18.06 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 1'367'570 CHF | 1'370'770 CHF | 100.00% | 100.00% |
11.07.2024 | 0.26% | 17.98 CHF | 18.03 CHF | 70'000 | 70'000 | 69'841 | 69'841 | 1'350'190 CHF | 1'353'680 CHF | 100.00% | 100.00% |
10.07.2024 | 0.21% | 18.70 CHF | 18.74 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 1'500'030 CHF | 1'503'230 CHF | 100.00% | 100.00% |
09.07.2024 | 0.21% | 18.56 CHF | 18.60 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 1'497'400 CHF | 1'500'600 CHF | 100.00% | 100.00% |
08.07.2024 | 0.22% | 18.12 CHF | 18.16 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 1'442'890 CHF | 1'446'090 CHF | 100.00% | 100.00% |
05.07.2024 | 0.23% | 17.82 CHF | 17.86 CHF | 80'000 | 80'000 | 79'799 | 79'799 | 1'381'060 CHF | 1'384'260 CHF | 100.00% | 100.00% |
04.07.2024 | 0.23% | 17.01 CHF | 17.05 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 1'367'440 CHF | 1'370'640 CHF | 97.72% | 97.72% |
03.07.2024 | 0.24% | 16.76 CHF | 16.80 CHF | 90'000 | 90'000 | 89'789 | 89'789 | 1'473'230 CHF | 1'476'830 CHF | 98.24% | 98.24% |
02.07.2024 | 0.26% | 15.73 CHF | 15.77 CHF | 90'000 | 90'000 | 89'964 | 89'964 | 1'360'550 CHF | 1'364'150 CHF | 100.00% | 100.00% |
01.07.2024 | 0.27% | 14.98 CHF | 15.02 CHF | 90'000 | 90'000 | 89'585 | 89'585 | 1'340'200 CHF | 1'343'790 CHF | 100.00% | 100.00% |